On the operator norm of a Hermitian random matrix with correlated entries
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2021
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| Acceso en línea: | |
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| _version_ | 1866913504733167616 |
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| author | Reker, Jana |
| author_facet | Reker, Jana |
| contents | We consider a correlated $N\times N$ Hermitian random matrix with a polynomially decaying metric correlation structure. By calculating the trace of the moments of the matrix and using the summable decay of the cumulants, we show that its operator norm is stochastically dominated by one. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2103_03906 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | On the operator norm of a Hermitian random matrix with correlated entries Reker, Jana Probability We consider a correlated $N\times N$ Hermitian random matrix with a polynomially decaying metric correlation structure. By calculating the trace of the moments of the matrix and using the summable decay of the cumulants, we show that its operator norm is stochastically dominated by one. |
| title | On the operator norm of a Hermitian random matrix with correlated entries |
| topic | Probability |
| url | https://arxiv.org/abs/2103.03906 |